Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.433813 0.482145 0.536290 0.601986 0.680282 0.771574 0.887527
2025-10-12 0.397211 0.463116 0.542593 0.647422 0.785119 0.964537 1.224601
2025-10-19 0.350788 0.421960 0.512107 0.638126 0.815869 1.068339 1.477039
2025-10-26 0.320382 0.395236 0.493948 0.638923 0.856671 1.191745 1.796920
2025-11-02 0.289969 0.364244 0.465098 0.618764 0.861004 1.258493 2.046599
2025-11-09 0.261193 0.332302 0.430887 0.585151 0.837228 1.271766 2.200678
2025-11-16 0.244475 0.315381 0.415955 0.578087 0.854125 1.358442 2.541838
2025-11-23 0.238636 0.313125 0.421806 0.603711 0.930335 1.575690 3.307548
2025-11-30 0.227214 0.301672 0.412480 0.602981 0.958643 1.704624 3.939039
2025-12-07 0.214890 0.287919 0.398283 0.592073 0.965408 1.788261 4.503607
2025-12-14 0.203445 0.274707 0.383825 0.578968 0.965447 1.856369 5.081636
2025-12-21 0.193472 0.263113 0.371059 0.567444 0.966739 1.928385 5.758041
2025-12-28 0.191098 0.263601 0.378756 0.595677 1.061501 2.294702 8.452060
2026-01-04 0.191659 0.268712 0.394599 0.641720 1.209169 2.908760 14.925213
2026-01-11 0.183139 0.258604 0.383447 0.633108 1.224438 3.105405 19.327668
2026-01-18 0.176844 0.251738 0.377407 0.634141 1.264734 3.423104 27.983889
2026-01-25 0.168022 0.240194 0.362204 0.614305 1.245794 3.497427 34.052656
2026-02-01 0.157934 0.226084 0.341572 0.581085 1.184930 3.367613 34.912973
2026-02-08 0.152245 0.219101 0.333469 0.574111 1.196423 3.572635 48.922677
2026-02-15 0.151296 0.220041 0.339873 0.599480 1.307030 4.350023 134.948397
2026-02-22 0.147034 0.215074 0.334907 0.598762 1.339697 4.762337 313.538429
2026-03-01 0.141821 0.208223 0.325958 0.587967 1.338488 4.980267 706.970068
2026-03-08 0.136671 0.201272 0.316442 0.574996 1.327942 5.137924 2028.040967